Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.310990 0.339831 0.371360 0.408608 0.451697 0.500332 0.559891
2025-11-02 0.266247 0.301689 0.342655 0.394134 0.458019 0.535984 0.640428
2025-11-09 0.234096 0.272051 0.317687 0.377694 0.456254 0.558267 0.705594
2025-11-16 0.216371 0.256974 0.307502 0.376686 0.471842 0.602970 0.807176
2025-11-23 0.206754 0.250531 0.306784 0.386858 0.502489 0.671821 0.957751
2025-11-30 0.195502 0.240665 0.300201 0.387666 0.519207 0.722220 1.091061
2025-12-07 0.184840 0.230542 0.292090 0.384976 0.529711 0.763872 1.219529
2025-12-14 0.174954 0.220638 0.283293 0.380070 0.535654 0.798333 1.343601
2025-12-21 0.165306 0.210366 0.273096 0.371886 0.534967 0.820691 1.449336
2025-12-28 0.160903 0.207106 0.272656 0.378485 0.559332 0.892293 1.686858
2026-01-04 0.157947 0.205650 0.274647 0.388935 0.591495 0.985098 2.015920
2026-01-11 0.151458 0.198654 0.267766 0.384176 0.595543 1.021606 2.213941
2026-01-18 0.146628 0.193993 0.264380 0.385339 0.611536 1.088870 2.545618
2026-01-25 0.139344 0.185305 0.254206 0.374047 0.602212 1.097633 2.697093
2026-02-01 0.131938 0.176110 0.242751 0.359688 0.585297 1.085742 2.773087
2026-02-08 0.128069 0.172101 0.239304 0.359147 0.596106 1.143328 3.151983
2026-02-15 0.126595 0.171655 0.241499 0.368808 0.629191 1.265834 3.922375
2026-02-22 0.123464 0.168477 0.239022 0.369648 0.643514 1.342558 4.577316
2026-03-01 0.119915 0.164484 0.234966 0.367181 0.650180 1.399621 5.208561
2026-03-08 0.116209 0.160092 0.230014 0.362626 0.651534 1.441534 5.817446
2026-03-15 0.112175 0.155030 0.223698 0.355000 0.644883 1.457214 6.277758
2026-03-22 0.110774 0.154125 0.224410 0.361160 0.671817 1.590526 8.000590
2026-03-29 0.110020 0.154221 0.226833 0.370904 0.709102 1.775331 10.996397